-1.8%
CMS vs ECL
+19.9%
-21.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.6% | +0.1% | +1.2% |
| 7D | +1.7% | +2.9% | -1.1% | +1.0% |
| 30D | +6.2% | +7.5% | -1.3% | +4.2% |
| 3M | +0.6% | +12.2% | -11.6% | -2.3% |
| 6M | -1.8% | +24.6% | -26.3% | -6.8% |
| YTD | +3.8% | +18.8% | -14.9% | -0.9% |
| 1Y | -1.8% | +19.3% | -21.1% | -6.3% |
| All | -1.8% | +19.9% | -21.7% | -6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ECL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling